How to clear everything on screen?
The thing with triangular sides is camera. Your final render will be looking through that. You can view it by pressing Numpad 0. You should not delete it, because blender might not work as you expect when rendering.

The circular thing is a lamp. All the shadows will be calculated using the orientation and location of the lamp. In the nutshell - you need a lamp to prevent your scene from being completely dark.

You need these things to render your final image, but if you really want to delete these just press A one or two times to activate them and then press Del or X key to delete them.